Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-26 0.438734 0.486581 0.539436 0.602519 0.676238 0.760254 0.864098
2025-02-02 0.382369 0.443053 0.514377 0.605501 0.720459 0.862951 1.056668
2025-02-09 0.338763 0.405391 0.487422 0.597887 0.746054 0.943026 1.234042
2025-02-16 0.309471 0.380451 0.471339 0.599456 0.780986 1.038476 1.450770
2025-02-23 0.278583 0.349527 0.443134 0.579880 0.782331 1.085272 1.604986
2025-03-02 0.251477 0.320702 0.414280 0.555048 0.771255 1.109990 1.727828
2025-03-09 0.237544 0.308279 0.406433 0.558915 0.802967 1.206042 1.996790
2025-03-16 0.230117 0.304023 0.409380 0.578669 0.861839 1.357481 2.414413
2025-03-23 0.220800 0.296135 0.406017 0.587792 0.903895 1.487052 2.832434
2025-03-30 0.211043 0.286754 0.399403 0.590604 0.934917 1.601644 3.260286
2025-04-06 0.200852 0.275935 0.389567 0.586771 0.952960 1.693624 3.670458
2025-04-13 0.186992 0.258665 0.368295 0.561240 0.926618 1.686880 3.813910
2025-04-20 0.180267 0.252255 0.364361 0.566429 0.962258 1.827978 4.466753
2025-04-27 0.174340 0.246675 0.361289 0.572755 1.001157 1.986896 5.278367
2025-05-04 0.166830 0.238110 0.352606 0.567823 1.015859 2.091058 5.975767
2025-05-11 0.161307 0.232390 0.348270 0.570560 1.047488 2.247828 7.008100
2025-05-18 0.152803 0.221357 0.334093 0.552994 1.031288 2.270861 7.488489
2025-05-25 0.144064 0.209532 0.317880 0.530133 1.000159 2.245197 7.730130
2025-06-01 0.140215 0.205608 0.315252 0.534011 1.032194 2.414429 9.146147
2025-06-08 0.138869 0.205755 0.319781 0.552710 1.102944 2.727692 11.857839
2025-06-15 0.136108 0.203341 0.319497 0.561367 1.150254 2.983565 14.716037
2025-06-22 0.132688 0.199616 0.316556 0.564063 1.182621 3.200576 17.797332
2025-06-29 0.128650 0.194630 0.310970 0.560499 1.197677 3.359910 20.803884